Azure Spark SQL vs U-SQL
You can think of U-SQL as Microsoft's version of Spark SQL, where you can write SQL Server styled SQL and extend with User-Defined Functions in C#. While with Spark you write in a Semi MySQL styled SQL and extend it with either Scala or Python.
If you are familiar with Scala or Python then choosing HDInsight might be the best choice. Spark comes with GraphX and MLLib which at the moment have no analogues in Data Lake Analytics. Also if you need something that works outside of Azure then SparkSQL is your only option.
Another important dimension to think about is the pricing. Data Lake Analytics only costs money while your query is executing, but HDInsight costs money for as long as the cluster is running. Depending on the size of the data and the complexity of your queries Data Lake Analytics can be cheaper because you aren't charged while it's provisioning.